IntraAlpha
Create free account Start free

Gladstone Capital Corporation Common Stock GLAD

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T13:52:51.625Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:00.71102111Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:49:22.660865+00:00

Share price$19.75
1D+0.7%
AH$19.42$19.52$19.62$19.72$19.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLAD
Sold putSold callAH

Gladstone Capital Corporation Common Stock options

Live interpolated GLAD call and put midpoint premiums by absolute delta.Gladstone Capital Corporation Common Stock$0.11$0.83$1.56$2.28$3.01$18.41$19.24$20.07$20.90$21.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GLAD spot · $19.75GLAD PRICE$0.19$0.22$0.25$0.28$0.31$0.44$0.69$0.94$1.18$1.43$1.67$1.92$2.17$0.47$0.66$0.86$1.05$1.24$1.43$1.63$1.86$2.10$2.33$2.56$2.80
Puts——
CallsExpensive1.12×
Skew——
Implied moveBearish±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9763.1%12.2%18.1376.5%10.6%
25Δ21.5356.8%10.1%18.4683.6%9.9%
30Δ21.1050.5%8.1%18.7890.6%9.2%
35Δ20.6644.2%6.0%19.1097.7%8.6%
40Δ20.2337.9%4.0%19.43104.7%7.9%
45Δ19.8637.0%2.8%19.75111.8%7.2%
50Δ19.5741.9%2.6%20.09116.2%6.5%
55Δ19.2846.8%2.4%20.50112.0%5.7%
60Δ18.9951.7%2.1%20.90107.7%4.8%
65Δ18.7056.6%1.9%21.30103.4%3.9%
70Δ18.4161.4%1.7%21.7099.2%3.1%
75Δ18.1266.3%1.5%22.1194.9%2.2%
80Δ17.8371.2%1.3%

20Δ

Calls
Pseudo strike
21.97
IV
63.1%
B/E move
12.2%
Puts
Pseudo strike
18.13
IV
76.5%
B/E move
10.6%

25Δ

Calls
Pseudo strike
21.53
IV
56.8%
B/E move
10.1%
Puts
Pseudo strike
18.46
IV
83.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
21.10
IV
50.5%
B/E move
8.1%
Puts
Pseudo strike
18.78
IV
90.6%
B/E move
9.2%

35Δ

Calls
Pseudo strike
20.66
IV
44.2%
B/E move
6.0%
Puts
Pseudo strike
19.10
IV
97.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
20.23
IV
37.9%
B/E move
4.0%
Puts
Pseudo strike
19.43
IV
104.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
19.86
IV
37.0%
B/E move
2.8%
Puts
Pseudo strike
19.75
IV
111.8%
B/E move
7.2%

50Δ

Calls
Pseudo strike
19.57
IV
41.9%
B/E move
2.6%
Puts
Pseudo strike
20.09
IV
116.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
19.28
IV
46.8%
B/E move
2.4%
Puts
Pseudo strike
20.50
IV
112.0%
B/E move
5.7%

60Δ

Calls
Pseudo strike
18.99
IV
51.7%
B/E move
2.1%
Puts
Pseudo strike
20.90
IV
107.7%
B/E move
4.8%

65Δ

Calls
Pseudo strike
18.70
IV
56.6%
B/E move
1.9%
Puts
Pseudo strike
21.30
IV
103.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
18.41
IV
61.4%
B/E move
1.7%
Puts
Pseudo strike
21.70
IV
99.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
18.12
IV
66.3%
B/E move
1.5%
Puts
Pseudo strike
22.11
IV
94.9%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.83
IV
71.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.38%
Daily close
GLAD22.8%34.1%45.5%2026-08-13: 30.32%2026-08-21: 30.17%2026-08-24: 28.84%2026-08-25: 28.56%2026-08-26: 30.24%2026-08-27: 27.61%2026-08-28: 24.41%2026-09-01: 32.17%2026-09-02: 33.93%2026-09-03: 26.93%2026-09-04: 31.59%2026-09-08: 25.46%2026-09-09: 35.19%2026-09-10: 43.89%2026-09-18: 34.37%2026-10-23: 43.38%Aug 13Sep 1Oct 23
16 observations2026-08-13 — 2026-10-23
Table
DateIV (%)
30.32%
30.17%
28.84%
28.56%
30.24%
27.61%
24.41%
32.17%
33.93%
26.93%
31.59%
25.46%
35.19%
43.89%
34.37%
43.38%